Pages that link to "Item:Q2855137"

The following pages link to A maximum principle for infinite horizon delay equations (Q2855137):

Displaying 46 items.

• Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
• Optimal control for stochastic delay evolution equations (Q315766) (← links)
• Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
• Endogenous growth and wave-like business fluctuations (Q472180) (← links)
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach (Q482662) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
• Maximum principle for near-optimality of stochastic delay control problem (Q1628658) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
• Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon (Q2090570) (← links)
• Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
• Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
• Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle (Q2154941) (← links)
• Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
• Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes (Q2316092) (← links)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
• Solving internal habit formation models through dynamic programming in infinite dimension (Q2363573) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
• Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• (Q3761195) (← links)
• A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
• Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response (Q5024365) (← links)
• Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory (Q5027382) (← links)
• Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
• The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
• Non-zero-sum differential games of delayed backward doubly stochastic systems and their application (Q6583320) (← links)
• Stochastic maximum principle for control systems with time-varying delay (Q6590425) (← links)
• Maximum principle for stochastic control system with elephant memory and jump diffusion (Q6595036) (← links)
• Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
• Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays (Q6615610) (← links)
• Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)